+607.3%
CEG vs VSXY
+33.7%
+573.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.3% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | +2.9% | -22.1% | +25.0% | +5.8% |
| 3M | +18.2% | -1.1% | +19.3% | +17.9% |
| 6M | -9.5% | +53.8% | -63.4% | -15.4% |
| YTD | -18.7% | +35.5% | -54.2% | -23.3% |
| 1Y | -10.1% | +186.0% | -196.1% | -23.3% |
| 3Y | +168.3% | +343.2% | -174.8% | +105.5% |
| All | +607.3% | +33.7% | +573.6% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling